Learn how to calculate stock beta in Excel using historical price data and formulas—enhance your investment analysis with ...

Investopedia contributors come from a range of backgrounds, and over 25 years there have been thousands of expert writers and editors who have contributed. Robert Kelly is managing director of XTS ...

In this paper we study the problem of testing the functional form of a given regression model. A consistent test is proposed which is based on the difference of the least squares variance estimator in ...

We consider a wavelet thresholding approach to adaptive variance function estimation in heteroscedastic nonparametric regression. A data-driven estimator is constructed by applying wavelet ...

In this sense, the proposed method is an extension of the variance of the regression estimator for two-stage sampling. The method is applied to quarterly data from the Labor Force Survey where ...

Residual plots can be used to validate assumptions about the regression model. Figure 1: Residual plots are helpful in assessments of nonlinear trends and heteroscedasticity. A formal test of lack of ...

A new study in Nature Communications explores how variance quantitative trait loci (vQTLs) and variance polygenic scores (vPGSs) can improve the genetic assessment of blood cell phenotypes. By using ...